I have tried to set up Remote Training, and although I have changed the rules to move anything marked as Spam to a folder on my iCloud server, as opposed to on my Mac, every time I mark something as Spam it makes a new folder on my Mac called Spam and sends the mail there, leaving my iCloud Spam folder I have created still empty. I have deleted the rule and redone it, but to no avail.
Also, when I move something to TrainSpam or TrainGood folders on my Mac, should it then auto-move that to Spam or Inbox, or do I need to do that manually?